+686.6%
GOOGL vs RVTY
+219.4%
+467.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | -16.8% | +1.7% | -18.5% | -17.7% |
| 3M | -14.6% | +36.8% | -51.4% | -24.8% |
| 6M | -24.4% | +60.1% | -84.5% | -38.0% |
| YTD | -6.1% | +64.0% | -70.0% | -24.7% |
| 1Y | +1.0% | +68.2% | -67.2% | -20.1% |
| 3Y | +123.4% | +88.8% | +34.6% | +57.8% |
| 5Y | +103.2% | -10.5% | +113.8% | +102.4% |
| All | +686.6% | +219.4% | +467.2% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling